Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-29 0.283760 0.307890 0.333968 0.364393 0.399103 0.437694 0.484162
2025-07-06 0.247147 0.277345 0.311692 0.354075 0.405570 0.466916 0.546791
2025-07-13 0.229316 0.264273 0.305699 0.359249 0.427931 0.514965 0.636905
2025-07-20 0.215450 0.253690 0.300553 0.363550 0.448227 0.561654 0.731886
2025-07-27 0.201806 0.241703 0.291929 0.361640 0.459104 0.596080 0.814796
2025-08-03 0.191824 0.233264 0.286713 0.363107 0.473938 0.637095 0.914311
2025-08-10 0.178877 0.219882 0.273696 0.352273 0.469440 0.648110 0.966863
2025-08-17 0.166957 0.207035 0.260380 0.339658 0.460617 0.650700 1.004640
2025-08-24 0.160259 0.200759 0.255562 0.338721 0.469139 0.681756 1.099545
2025-08-31 0.157530 0.199664 0.257782 0.348155 0.494634 0.744438 1.270053
2025-09-07 0.152421 0.194912 0.254384 0.348630 0.505394 0.782615 1.400231
2025-09-14 0.147081 0.189524 0.249684 0.346607 0.511567 0.813002 1.521368
2025-09-21 0.141848 0.184176 0.244935 0.344474 0.517916 0.845893 1.662326
2025-09-28 0.135247 0.176541 0.236343 0.335480 0.511153 0.851739 1.736988
2025-10-05 0.132654 0.174632 0.236295 0.340495 0.530308 0.913984 1.988659
2025-10-12 0.130016 0.172508 0.235757 0.344578 0.548105 0.976626 2.272210
2025-10-19 0.126238 0.168494 0.232029 0.342863 0.554458 1.014655 2.496935
2025-10-26 0.123398 0.165767 0.230172 0.344242 0.567037 1.069721 2.814286
2025-11-02 0.118312 0.159413 0.222212 0.334235 0.555419 1.063416 2.893385
2025-11-09 0.113162 0.152799 0.213581 0.322560 0.539414 1.043896 2.911757
2025-11-16 0.110526 0.149978 0.210991 0.321694 0.546042 1.084168 3.215121
2025-11-23 0.109953 0.150324 0.213566 0.330432 0.574123 1.187845 3.908680
2025-11-30 0.107806 0.148110 0.211781 0.330872 0.583987 1.243106 4.414618